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A Long Short Term Memory (LSTM) is a neural network architecture that contains recurrent NN blocks that can remember a value for an arbitrary length of time.

12 votes
1 answer
6k views

Time series prediction using ARIMA vs LSTM

ARIMA requires a series of parameters (p,q,d) which must be calculated based on data, while LSTM does not require setting such parameters. … However, there are some hyperparameters we need to tune for LSTM. …
ahajib's user avatar
  • 366
4 votes
2 answers
4k views

Using RNN (LSTM) for predicting one feature value of a time series

I have been reading several papers, articles and blog posts about RNNs (LSTM specifically) and how we can use them to do time series prediction. … So using different LSTM packages (deeplearning4j, keras, ...) that are out there, here is what I am doing right now: Create a LSTM network and fit it to t samples. …
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  • 366
6 votes
1 answer
5k views

Online learning in LSTM

Recently, I have been working on RNNs (LSTM specifically) to do time series prediction and I have used different frameworks such as deeplearning4j and theano (keras). …
ahajib's user avatar
  • 366